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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1206	9.47***
α ARCH Response to squared shocks	0.0436	12.73***
β GARCH Volatility persistence	0.9363	398.24***
γ leverage Additional response to negative shocks	0.0367	5.94***

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ReposiTrak Inc GJR-GARCH Volatility Analysis

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